clear

cd "C:\Users\yuxus\Dropbox\PROJECTS (ACTIVE)\Bond.Risk.Premia.Mitra.Xu\RFS manuscript and replication packet\replication\empirical results\Figure1_replication"

* compute the proxy for the short rate
do "gen_Figure1_short_rate.do"

* liquidity adjustments
do "gen_Figure1_adj_liq.do"

* plot figure 1
do "gen_Figure1_data.do"